Multifidelity uncertainty quantification for ice sheet simulations
Not Available
Aretz, Nicole (ORCID:0000000164929300)↗
Engineering topics
Willcox, Karen
Publications and source records attributed to Willcox, Karen.
GP-BayesOpInf
SAND2025-01851O GP-BayesOpInf is a software tool that uses algorithms to combine Gaussian process regression, principal component analysis, and linear Bayesian inference to produce a probabilistic reduced-order model for time-dependent systems. Numerical examples include the compressible Euler equations for an ideal gas, a heat diffusion process with a nonlinear reaction term, and a set of ordinary differential equations describing a compartmental model in epidemiology. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.
SciDAC↗
Multifidelity methods for uncertainty quantification of a nonlocal model for phase changes in materials
This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. Here, we are interested in estimating the expected value of an output of interest (OoI) that depends on the solution of the nonlocal Cahn-Hilliard model. As opposed to its local counterpart, the nonlocal model captures sharp interfaces without the need for significant mesh refinement. However, the computational cost of the nonlocal Cahn-Hilliard model is higher than that of its local counterpart with similar mesh refinement, inhibiting its use for outer-loop applications such as uncertainty quantification. The MFMC method augments the desired high-fidelity, high-cost OoI with a set of lower-fidelity, lower-cost OoIs to alleviate the computational burden associated with nonlocality. Most of the computational budget is allocated to sampling the cheap surrogate models to achieve speedup, whereas the high-fidelity model is sparsely sampled to maintain accuracy. For the non-mass-conserving nonlocal Cahn-Hilliard model, the use of the MFMC method results in, for a given computational budget, about an order of magnitude reduction in the mean-squared error of the expected value of the OoI relative to that of the Monte Carlo method.
97 MATHEMATICS AND COMPUTING↗
Learning physics-based reduced-order models from data using nonlinear manifolds
Here we present a novel method for learning reduced-order models of dynamical systems using nonlinear manifolds. First, we learn the manifold by identifying nonlinear structure in the data through a general representation learning problem. The proposed approach is driven by embeddings of low-order polynomial form. A projection onto the nonlinear manifold reveals the algebraic structure of the reduced-space system that governs the problem of interest. The matrix operators of the reduced-order model are then inferred from the data using operator inference. Numerical experiments on a number of nonlinear problems demonstrate the generalizability of the methodology and the increase in accuracy that can be obtained over reduced-order modeling methods that employ a linear subspace approximation.
97 MATHEMATICS AND COMPUTING↗
Learning Nonlinear Reduced Models from Data with Operator Inference
This review discusses Operator Inference, a nonintrusive reduced modeling approach that incorporates physical governing equations by defining a structured polynomial form for the reduced model, and then learns the corresponding reduced operators from simulated training data. The polynomial model form of Operator Inference is sufficiently expressive to cover a wide range of nonlinear dynamics found in fluid mechanics and other fields of science and engineering, while still providing efficient reduced model computations. The learning steps of Operator Inference are rooted in classical projection-based model reduction; thus, some of the rich theory of model reduction can be applied to models learned with Operator Inference. This connection to projection-based model reduction theory offers a pathway toward deriving error estimates and gaining insights to improve predictions. Furthermore, through formulations of Operator Inference that preserve Hamiltonian and other structures, important physical properties such as energy conservation can be guaranteed in the predictions of the reduced model beyond the training horizon. This review illustrates key computational steps of Operator Inference through a large-scale combustion example.
Mechanics↗
Learning high-dimensional parametric maps via reduced basis adaptive residual networks
We propose a scalable framework for the learning of high-dimensional parametric maps via adaptively constructed residual network (ResNet) maps between reduced bases of the inputs and outputs. When just few training data are available, it is beneficial to have a compact parametrization in order to ameliorate the ill-posedness of the neural network training problem. By linearly restricting high-dimensional maps to informed reduced bases of the inputs, one can compress high-dimensional maps in a constructive way that can be used to detect appropriate basis ranks, equipped with rigorous error estimates. A scalable neural network learning framework is thus to learn the nonlinear compressed reduced basis mapping. Unlike the reduced basis construction, however, neural network constructions are not guaranteed to reduce errors by adding representation power, making it difficult to achieve good practical performance. Inspired by recent approximation theory that connects ResNets to sequential minimizing flows, we present an adaptive ResNet construction algorithm. This algorithm allows for depth-wise enrichment of the neural network approximation, in a manner that can achieve good practical performance by first training a shallow network and then adapting. We prove universal approximation of the associated neural network class for $L^2_v$ functions on compact sets. Our overall framework allows for constructive means to detect appropriate breadth and depth, and related compact parametrizations of neural networks, significantly reducing the need for architectural hyperparameter tuning. Numerical experiments for parametric PDE problems and a 3D CFD wing design optimization parametric map demonstrate that the proposed methodology can achieve remarkably high accuracy for limited training data, and outperformed other neural network strategies we compared against.
42 ENGINEERING↗
Operator inference for non-intrusive model reduction with quadratic manifolds
This paper proposes a novel approach for learning a data-driven quadratic manifold from high-dimensional data, then employing this quadratic manifold to derive efficient physics-based reduced-order models. The key ingredient of the approach is a polynomial mapping between high-dimensional states and a low-dimensional embedding. This mapping consists of two parts: a representation in a linear subspace (computed in this work using the proper orthogonal decomposition) and a quadratic component. The approach can be viewed as a form of data-driven closure modeling, since the quadratic component introduces directions into the approximation that lie in the orthogonal complement of the linear subspace, but without introducing any additional degrees of freedom to the low-dimensional representation. Combining the quadratic manifold approximation with the operator inference method for projection-based model reduction leads to a scalable non-intrusive approach for learning reduced-order models of dynamical systems. Further, applying the new approach to transport-dominated systems of partial differential equations illustrates the gains in efficiency that can be achieved over approximation in a linear subspace.
42 ENGINEERING↗
Process window estimation in manufacturing through Entropy-Sigma active learning
In manufacturing, there exist boundary identification problems for defining parameter spaces that meet desired thresholds on outcomes. This paper presents an Entropy-Sigma acquisition function for active learning of the process window/map in manufacturing using a Gaussian Process surrogate. Here, the method is applied to identify the stability boundary for the stability process map in machining using time-domain simulations with a periodic sampling stability metric. Results show that the proposed Entropy-Sigma method significantly outperforms Latin hypercube sampling or grid-based methods. The described method can be applied to identify the process window/map for any manufacturing application using a quantitative process outcome metric.
42 ENGINEERING↗
Stress-constrained topology optimization of lattice-like structures using component-wise reduced order models
We report lattice-like structures can provide a combination of high stiffness with light weight that is useful in many applications, but a resolved finite element mesh of such structures results in a computationally expensive discretization. This computational expense may be particularly burdensome in many-query applications, such as optimization. We develop a stress-constrained topology optimization method for lattice-like structures that uses component-wise reduced order models as a cheap surrogate, providing accurate computation of stress fields while greatly reducing run time relative to a full order model. We demonstrate the ability of our method to produce large reductions in mass while respecting a constraint on the maximum stress in a pair of test problems. The ROM methodology provides a speedup of about 150x in forward solves compared to full order static condensation and provides a relative error of less than 5% in the relaxed stress.
97 MATHEMATICS AND COMPUTING↗
mfEGRA: Multifidelity efficient global reliability analysis through active learning for failure boundary location
Not provided.
Computer Science↗
Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms
Here in this work we present a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art model reduction methods that are intrusive and thus require full knowledge of the governing equations and the operators of a full model of the discretized dynamical system, the proposed approach requires only the non-polynomial terms in analytic form and learns the rest of the dynamics from snapshots computed with a potentially black-box full-model solver. The proposed method learns operators for the linear and polynomially nonlinear dynamics via a least-squares problem, where the given non-polynomial terms are incorporated on the right-hand side. The least-squares problem is linear and thus can be solved efficiently in practice. The proposed method is demonstrated on three problems governed by partial differential equations, namely the diffusion–reaction Chafee–Infante model, a tubular reactor model for reactive flows, and a batch-chromatography model that describes a chemical separation process. The numerical results provide evidence that the proposed approach learns reduced models that achieve comparable accuracy as models constructed with state-of-the-art intrusive model reduction methods that require full knowledge of the governing equations.
42 ENGINEERING↗
Lift & Learn: Physics-informed machine learning for large-scale nonlinear dynamical systems
In this work, we present Lift & Learn, a physics-informed method for learning low-dimensional models for large-scale dynamical systems. The method exploits knowledge of a system’s governing equations to identify a coordinate transformation in which the system dynamics have quadratic structure. This transformation is called a lifting map because it often adds auxiliary variables to the system state. The lifting map is applied to data obtained by evaluating a model for the original nonlinear system. This lifted data is projected onto its leading principal components, and low-dimensional linear and quadratic matrix operators are fit to the lifted reduced data using a least-squares operator inference procedure. Analysis of our method shows that the Lift & Learn models are able to capture the system physics in the lifted coordinates at least as accurately as traditional intrusive model reduction approaches. This preservation of system physics makes the Lift & Learn models robust to changes in inputs. Numerical experiments on the FitzHugh–Nagumo neuron activation model and the compressible Euler equations demonstrate the generalizability of our model.
97 MATHEMATICS AND COMPUTING↗
Multifidelity Analysis and Optimization for Supersonic Design
Supersonic aircraft design is a computationally expensive optimization problem and multifidelity approaches over a significant opportunity to reduce design time and computational cost. This report presents tools developed to improve supersonic aircraft design capabilities including: aerodynamic tools for supersonic aircraft configurations; a systematic way to manage model uncertainty; and multifidelity model management concepts that incorporate uncertainty. The aerodynamic analysis tools developed are appropriate for use in a multifidelity optimization framework, and include four analysis routines to estimate the lift and drag of a supersonic airfoil, a multifidelity supersonic drag code that estimates the drag of aircraft configurations with three different methods: an area rule method, a panel method, and an Euler solver. In addition, five multifidelity optimization methods are developed, which include local and global methods as well as gradient-based and gradient-free techniques.
Kroo, Ilan↗